A probe insertion auxiliary and a method of probe insertion are provided. A light source illuminates holes on a lower die to make the position of the holes clear for an operator. The probe insertion auxiliary includes a bottom and a clamp pair disposed on the bottom. The clamp pair has two clamp parts. The two clamp parts define a slit for disposing a probe chassis. Furthermore, the two clamp parts and the bottom form a space. A light source is disposed inside the space for illuminating the holes.